Trading Metrics calculated at close of trading on 16-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
5,625.5 |
5,650.0 |
24.5 |
0.4% |
5,473.0 |
High |
5,650.0 |
5,729.0 |
79.0 |
1.4% |
5,653.5 |
Low |
5,583.0 |
5,641.5 |
58.5 |
1.0% |
5,449.5 |
Close |
5,620.5 |
5,694.0 |
73.5 |
1.3% |
5,624.0 |
Range |
67.0 |
87.5 |
20.5 |
30.6% |
204.0 |
ATR |
109.9 |
109.8 |
-0.1 |
-0.1% |
0.0 |
Volume |
167,328 |
183,270 |
15,942 |
9.5% |
560,226 |
|
Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,950.7 |
5,909.8 |
5,742.1 |
|
R3 |
5,863.2 |
5,822.3 |
5,718.1 |
|
R2 |
5,775.7 |
5,775.7 |
5,710.0 |
|
R1 |
5,734.8 |
5,734.8 |
5,702.0 |
5,755.3 |
PP |
5,688.2 |
5,688.2 |
5,688.2 |
5,698.4 |
S1 |
5,647.3 |
5,647.3 |
5,686.0 |
5,667.8 |
S2 |
5,600.7 |
5,600.7 |
5,678.0 |
|
S3 |
5,513.2 |
5,559.8 |
5,669.9 |
|
S4 |
5,425.7 |
5,472.3 |
5,645.9 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,187.7 |
6,109.8 |
5,736.2 |
|
R3 |
5,983.7 |
5,905.8 |
5,680.1 |
|
R2 |
5,779.7 |
5,779.7 |
5,661.4 |
|
R1 |
5,701.8 |
5,701.8 |
5,642.7 |
5,740.8 |
PP |
5,575.7 |
5,575.7 |
5,575.7 |
5,595.1 |
S1 |
5,497.8 |
5,497.8 |
5,605.3 |
5,536.8 |
S2 |
5,371.7 |
5,371.7 |
5,586.6 |
|
S3 |
5,167.7 |
5,293.8 |
5,567.9 |
|
S4 |
4,963.7 |
5,089.8 |
5,511.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,729.0 |
5,532.0 |
197.0 |
3.5% |
80.8 |
1.4% |
82% |
True |
False |
158,709 |
10 |
5,729.0 |
5,263.5 |
465.5 |
8.2% |
86.8 |
1.5% |
92% |
True |
False |
149,493 |
20 |
5,729.0 |
5,160.0 |
569.0 |
10.0% |
99.0 |
1.7% |
94% |
True |
False |
141,209 |
40 |
5,729.0 |
5,050.5 |
678.5 |
11.9% |
110.7 |
1.9% |
95% |
True |
False |
134,123 |
60 |
5,729.0 |
4,521.0 |
1,208.0 |
21.2% |
112.6 |
2.0% |
97% |
True |
False |
135,801 |
80 |
5,729.0 |
4,521.0 |
1,208.0 |
21.2% |
111.9 |
2.0% |
97% |
True |
False |
107,997 |
100 |
5,729.0 |
4,521.0 |
1,208.0 |
21.2% |
113.5 |
2.0% |
97% |
True |
False |
86,513 |
120 |
5,729.0 |
3,984.5 |
1,744.5 |
30.6% |
115.8 |
2.0% |
98% |
True |
False |
72,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,100.9 |
2.618 |
5,958.1 |
1.618 |
5,870.6 |
1.000 |
5,816.5 |
0.618 |
5,783.1 |
HIGH |
5,729.0 |
0.618 |
5,695.6 |
0.500 |
5,685.3 |
0.382 |
5,674.9 |
LOW |
5,641.5 |
0.618 |
5,587.4 |
1.000 |
5,554.0 |
1.618 |
5,499.9 |
2.618 |
5,412.4 |
4.250 |
5,269.6 |
|
|
Fisher Pivots for day following 16-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5,691.1 |
5,672.8 |
PP |
5,688.2 |
5,651.7 |
S1 |
5,685.3 |
5,630.5 |
|